Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-11 643.648291 659.215925 674.529600 690.722853 707.355447 723.936755 741.712663
2026-01-18 622.436468 645.289183 668.073688 692.493695 717.924099 743.625098 771.562708
2026-01-25 609.250397 637.254163 665.450558 695.971071 728.077954 760.855248 796.852414
2026-02-01 597.995158 630.096485 662.683298 698.246709 735.975160 774.816432 817.840479
2026-02-08 588.656626 624.245107 660.629836 700.623931 743.367037 787.696470 837.171033
2026-02-15 579.707738 618.294737 657.997534 701.920801 749.175641 798.510694 853.947332
2026-02-22 571.897148 613.175615 655.896402 703.438272 754.898613 808.953127 870.074098
2026-03-01 564.327257 608.004795 653.453363 704.308242 759.666552 818.146100 884.656560
2026-03-08 556.667031 602.474084 650.379419 704.257940 763.218443 825.834826 897.439988
2026-03-15 550.894216 598.790535 649.120841 706.001950 768.561667 835.336852 912.095872
2026-03-22 544.269713 593.987622 646.468082 706.051407 771.894857 842.511631 924.087307
2026-03-29 539.520682 591.095883 645.773059 708.124371 777.342142 851.920436 938.482646
2026-04-05 535.710257 589.142547 646.027690 711.175738 783.821155 862.445093 954.127641
2026-04-12 531.269325 586.373542 645.275671 713.011445 788.865698 871.317392 967.893181
2026-04-19 528.318449 585.166295 646.170736 716.605006 795.809804 882.265983 983.973641
2026-04-26 524.684873 583.101808 646.026259 718.956822 801.297338 891.540597 998.149259
2026-05-03 521.311166 581.244178 646.037261 721.413652 806.846369 900.847102 1012.347943
2026-05-10 517.338629 578.628666 645.121749 722.753967 811.073520 908.619983 1024.783261
2026-05-17 513.688423 576.302231 644.463690 724.322285 815.506667 916.590436 1037.429624
2026-05-24 509.738504 573.562934 643.272286 725.221413 819.124402 923.596337 1048.953047
2026-05-31 505.302174 570.197686 641.303825 725.169425 821.598325 929.254537 1058.900949
2026-06-07 502.236401 568.339333 640.997552 726.971899 826.161185 937.281497 1071.580922
2026-06-14 498.140906 565.238600 639.214984 727.023015 828.659802 942.901573 1081.453486